Houston, TX or Chicago, IL

A global trading firm is searching for an experienced data scientist to join its commercial trading organization. Position will create sophisticated statistical algorithms that produce predictive signals for the traders.  These algorithms and related trade signals will drive trading strategy and commercial decisions.  Key responsibilities include:

  • extracting, analyzing and managing data from complex and disparate sources, including data lake built by the Technology team;
  • applying rigorous machine learning, statistical analysis, regression and optimization techniques to data to identify signals and predictive patterns;
  • generating hypotheses and analyzing data to test and interpret results and to evaluate and test trading strategies;
  • developing, testing and implementing new tools to be used by the trading team;
  • working with Technology team to communicate analytical and modeling results in a dashboard format to Traders; and
  • researching and evaluating new technologies/tools associated with Big Data.

Educational and professional requirements include:

  • Advanced degree (PhD strongly desired with strong academic performance) in an applied quantitative field (math, physics, computer science, engineering or statistics) is required;
  • Minimum 4 years’ experience in Big Data analysis and predictive modeling in a trading environment (trading, quantitative trading or high frequency trading) is required;
  • Strong background in statistics and probability is required;
  • Professional experience with machine learning used for prediction, classification and anomaly detection is required;
  • Experience with natural language processing (NLP) for analyzing unstructured data is desired;
  • Excellent programming skills (Python preferred, C++, C# and R considered) and advanced knowledge of scripting;
  • Ability to write and optimize database queries to extract and analyze large data sets is required; and
  • Strong communication skills are required.

Submit resumes to chynes@salthillgroup.com.